Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Markov chain"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Up and down credit risk
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov chain
Theorie
52
Theory
52
Credit risk
36
Kreditrisiko
34
Portfolio selection
32
Portfolio-Management
32
Optionspreistheorie
27
Option pricing theory
26
Stochastischer Prozess
21
Stochastic process
20
Hedging
16
Derivat
15
Derivative
15
Markov-Kette
14
Martingal
14
Martingale
14
Credit derivative
12
Kreditderivat
12
Risikomanagement
10
Risk management
10
Arbitrage
9
CAPM
9
Insolvency
7
Insolvenz
7
Arbitrage Pricing
6
Arbitrage pricing
6
Risiko
6
Risikomaß
6
Risk
6
Risk measure
6
Asset-Backed Securities
5
Asset-backed securities
5
Black-Scholes model
5
Black-Scholes-Modell
5
Kreditgeschäft
5
Dividend
4
Dividende
4
Dynamic programming
4
Financial economics
4
more ...
less ...
Online availability
All
Undetermined
4
Free
2
Type of publication
All
Article
12
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Aufsatz im Buch
3
Book section
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
more ...
less ...
Language
All
English
14
Author
All
Bielecki, Tomasz R.
11
Jeanblanc, Monique
6
Crépey, Stéphane
4
Cialenco, Igor
3
Cousin, Areski
3
Herbertsson, Alexander
3
Rutkowski, Marek
3
Chen, Tao
1
Crépey, S.
1
Crépy, Stéphane
1
Feng, Shibi
1
Gapeev, Pavel V.
1
Laurent, Jean-Paul
1
Ruszczyński, Andrzej P.
1
Valchev, Stoyan
1
Zargari, B.
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Working papers in economics
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Financial engineering
1
Mathematical methods of operations research : ZOR
1
Paris Princeton lectures on mathematical finance
1
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
1
The Oxford handbook of credit derivatives
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.
;
Crépey, S.
;
Jeanblanc, Monique
; …
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
Saved in:
2
Defaultable options in a Markovian intensity model of credit risk
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10003769008
Saved in:
3
Valuation of basket credit derivatives in the credit migrations environment
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Financial engineering
,
(pp. 471-507)
.
2008
Persistent link: https://www.econbiz.de/10003567710
Saved in:
4
Dynmaic modelling of portfolio credit risk with common shocks
Bielecki, Tomasz R.
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009012001
Saved in:
5
A bottom-up dynamic model of portfolio credit risk : part I ; Markov copula perspective
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépey, Stéphane
; …
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 25-49)
.
2014
Persistent link: https://www.econbiz.de/10010359909
Saved in:
6
Multiple ratings model of defaultable term structure
Bielecki, Tomasz R.
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 125-139
Persistent link: https://www.econbiz.de/10002177192
Saved in:
7
A dynamic model of central counterparty risk
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Feng, Shibi
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011970904
Saved in:
8
A Markov Copula model of portfolio credit risk with stochastic intensities and Random recoveries
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépy, Stéphane
; …
-
2012
Persistent link: https://www.econbiz.de/10009630172
Saved in:
9
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
Bielecki, Tomasz R.
;
Chen, Tao
;
Cialenco, Igor
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
Saved in:
10
Markov chain models of portfolio credit risk
Bielecki, Tomasz R.
- In:
The Oxford handbook of credit derivatives
,
(pp. 327-382)
.
2011
Persistent link: https://www.econbiz.de/10014565537
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
